Quote Cancel Workflow

⛔ Old “GRFQ” Workflow

Successful Quote Cancellation

  1. API Request Returns 204 OK, no Response Body
  2. Event is sent to quote channel with kind: CANCELED
  3. Event is sent to quote_book channel with kind: REMOVED

Error Quote Cancellation

  1. API Returns 400
  2. No Websockets Messages

✅ New “OB” Workflow

Successful Quote Cancellation

  1. API Request Returns 202 OK, including action_id field with status: PENDING
  2. Event is sent to quote channel with kind: CANCELED
  3. Event is sent to quote_book channel with kind: REMOVED
  4. Event is sent to quote_status channel with matching action_id and success: true

Error Quote Cancellation - Quote Unavailable

  1. API Returns HTTP 400, Error 3308 “Unavailable Quote”
  2. No Websockets Messages

Error Quote Cancellation - Too Late to Cancel (Fails API Validation)

  1. API Returns HTTP 400, Error 3306 “Too late to cancel”
  2. No Websockets Messages

Error Quote Cancellation - Too Late to Cancel (API validation success, fails OrderBook Validation)

  1. API Returns HTTP 202 Accepted
  2. Event is sent to quote_status WebSocket Channel with Error 3306 “Too late to cancel”

💡 No WebSocket message is sent with the details of the pending quote, these details are only returned in the API Response

💬 Sample Messages

  • [DELETE] /quotes/{quote_id}/ API Response, Pending Quote Cancellation

    1{
    2  "action_id": "7a27eaf2-fbb0-4163-8d23-e1a571df13cc"
    3}

  • quote Channel, Successfully Cancelled Quote

    1{
    2  "jsonrpc": "2.0",
    3  "method": "subscription",
    4  "params": {
    5    "channel": "quote",
    6    "data": {
    7      "kind": "CANCELED",
    8      "quote": {
    9        "side": "BUY",
    10        "status": "CLOSED",
    11        "maker": "PARA0",
    12        "product_codes": [
    13          "DO"
    14        ],
    15        "remaining_quantity": "25.3",
    16        "created": 1701395244088.892,
    17        "last_activity": 1701395290853.689,
    18        "legs": [
    19          {
    20            "side": "BUY",
    21            "price": "0.053"
    22          }
    23        ],
    24        "price": "0.053",
    25        "description": "Call  15 Dec 23  35000",
    26        "original_quantity": "25.3",
    27        "type": "LIMIT",
    28        "legacy_id": 50070251,
    29        "filled_quantity": "0",
    30        "id": "q_2Yv9ZpWB3Xg5tqClUyMx6Esjdlh",
    31        "rfq_id": 50000631,
    32        "client_order_id": "bcbb0fdf-3af6-4db7-9b04-00b133f3f803"
    33      }
    34    },
    35    "meta": {
    36      "seq_group": 2490988106,
    37      "seq_num": 12
    38    }
    39  }
    40}

  • quote_book Channel, Successfully Cancelled Quote

    1{
    2  "jsonrpc": "2.0",
    3  "method": "subscription",
    4  "params": {
    5    "channel": "quote_book",
    6    "data": {
    7      "kind": "REMOVED",
    8      "quote": {
    9        "legs": [
    10          {
    11            "side": "BUY",
    12            "price": "0.053"
    13          }
    14        ],
    15        "remaining_quantity": "25.3",
    16        "price": "0.053",
    17        "side": "BUY",
    18        "status": "CLOSED",
    19        "legacy_id": 50070251,
    20        "id": "q_2Yv9ZpWB3Xg5tqClUyMx6Esjdlh",
    21        "rfq_id": 50000631,
    22        "created": 1701395244088.892,
    23        "last_activity": 1701395290853.689
    24      }
    25    },
    26    "meta": {
    27      "seq_group": 80552588,
    28      "seq_num": 459
    29    }
    30  }
    31}

  • quote_status Channel, Successful API Request

    1{
    2  "jsonrpc": "2.0",
    3  "method": "subscription",
    4  "params": {
    5    "channel": "quote_status",
    6    "data": {
    7      "action_id": "4ce0a024-712b-4431-83a5-db28460c82c7",
    8      "kind": "cancel",
    9      "success": true
    10    },
    11    "meta": {
    12      "seq_group": 768255716,
    13      "seq_num": 6
    14    }
    15  }
    16}